+577.7%
WPM vs IBB
+139.6%
+438.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.8% | +4.6% |
| 7D | +20.8% | +2.7% | +18.1% | +19.8% |
| 30D | +3.8% | +6.3% | -2.5% | +1.6% |
| 3M | +7.4% | +11.1% | -3.7% | +3.8% |
| 6M | +4.0% | +29.2% | -25.3% | -4.2% |
| YTD | +23.0% | +30.2% | -7.2% | +13.4% |
| 1Y | +45.9% | +39.5% | +6.5% | +32.0% |
| 3Y | +242.9% | +92.3% | +150.6% | +182.4% |
| 5Y | +259.5% | +43.0% | +216.5% | +215.4% |
| 10Y | +577.7% | +137.1% | +440.6% | +469.4% |
| All | +577.7% | +139.6% | +438.1% | +469.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling